F08ASF (ZGEQRF) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

NAG Library Routine Document

F08ASF (ZGEQRF)

Note:  before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

 Contents

    1  Purpose
    7  Accuracy

1  Purpose

F08ASF (ZGEQRF) computes the QR factorization of a complex m by n matrix.

2  Specification

SUBROUTINE F08ASF ( M, N, A, LDA, TAU, WORK, LWORK, INFO)
INTEGER  M, N, LDA, LWORK, INFO
COMPLEX (KIND=nag_wp)  A(LDA,*), TAU(*), WORK(max(1,LWORK))
The routine may be called by its LAPACK name zgeqrf.

3  Description

F08ASF (ZGEQRF) forms the QR factorization of an arbitrary rectangular complex m by n matrix. No pivoting is performed.
If mn, the factorization is given by:
A = Q R 0 ,  
where R is an n by n upper triangular matrix (with real diagonal elements) and Q is an m by m unitary matrix. It is sometimes more convenient to write the factorization as
A = Q1 Q2 R 0 ,  
which reduces to
A = Q1R ,  
where Q1 consists of the first n columns of Q, and Q2 the remaining m-n columns.
If m<n, R is trapezoidal, and the factorization can be written
A = Q R1 R2 ,  
where R1 is upper triangular and R2 is rectangular.
The matrix Q is not formed explicitly but is represented as a product of minm,n elementary reflectors (see the F08 Chapter Introduction for details). Routines are provided to work with Q in this representation (see Section 9).
Note also that for any k<n, the information returned in the first k columns of the array A represents a QR factorization of the first k columns of the original matrix A.

4  References

Golub G H and Van Loan C F (1996) Matrix Computations (3rd Edition) Johns Hopkins University Press, Baltimore

5  Arguments

1:     M – INTEGERInput
On entry: m, the number of rows of the matrix A.
Constraint: M0.
2:     N – INTEGERInput
On entry: n, the number of columns of the matrix A.
Constraint: N0.
3:     ALDA* – COMPLEX (KIND=nag_wp) arrayInput/Output
Note: the second dimension of the array A must be at least max1,N.
On entry: the m by n matrix A.
On exit: if mn, the elements below the diagonal are overwritten by details of the unitary matrix Q and the upper triangle is overwritten by the corresponding elements of the n by n upper triangular matrix R.
If m<n, the strictly lower triangular part is overwritten by details of the unitary matrix Q and the remaining elements are overwritten by the corresponding elements of the m by n upper trapezoidal matrix R.
The diagonal elements of R are real.
4:     LDA – INTEGERInput
On entry: the first dimension of the array A as declared in the (sub)program from which F08ASF (ZGEQRF) is called.
Constraint: LDAmax1,M.
5:     TAU* – COMPLEX (KIND=nag_wp) arrayOutput
Note: the dimension of the array TAU must be at least max1,minM,N.
On exit: further details of the unitary matrix Q.
6:     WORKmax1,LWORK – COMPLEX (KIND=nag_wp) arrayWorkspace
On exit: if INFO=0, the real part of WORK1 contains the minimum value of LWORK required for optimal performance.
7:     LWORK – INTEGERInput
On entry: the dimension of the array WORK as declared in the (sub)program from which F08ASF (ZGEQRF) is called.
If LWORK=-1, a workspace query is assumed; the routine only calculates the optimal size of the WORK array, returns this value as the first entry of the WORK array, and no error message related to LWORK is issued.
Suggested value: for optimal performance, LWORKN×nb, where nb is the optimal block size.
Constraint: LWORKmax1,N or LWORK=-1.
8:     INFO – INTEGEROutput
On exit: INFO=0 unless the routine detects an error (see Section 6).

6  Error Indicators and Warnings

INFO<0
If INFO=-i, argument i had an illegal value. An explanatory message is output, and execution of the program is terminated.

7  Accuracy

The computed factorization is the exact factorization of a nearby matrix A+E, where
E2 = Oε A2 ,  
and ε is the machine precision.

8  Parallelism and Performance

F08ASF (ZGEQRF) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
F08ASF (ZGEQRF) makes calls to BLAS and/or LAPACK routines, which may be threaded within the vendor library used by this implementation. Consult the documentation for the vendor library for further information.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9  Further Comments

The total number of real floating-point operations is approximately 83 n2 3m-n  if mn or 83 m2 3n-m  if m<n.
To form the unitary matrix Q F08ASF (ZGEQRF) may be followed by a call to F08ATF (ZUNGQR):
CALL ZUNGQR(M,M,MIN(M,N),A,LDA,TAU,WORK,LWORK,INFO)
but note that the second dimension of the array A must be at least M, which may be larger than was required by F08ASF (ZGEQRF).
When mn, it is often only the first n columns of Q that are required, and they may be formed by the call:
CALL ZUNGQR(M,N,N,A,LDA,TAU,WORK,LWORK,INFO)
To apply Q to an arbitrary complex rectangular matrix C, F08ASF (ZGEQRF) may be followed by a call to F08AUF (ZUNMQR). For example,
CALL ZUNMQR('Left','Conjugate Transpose',M,P,MIN(M,N),A,LDA,TAU, &
              C,LDC,WORK,LWORK,INFO)
forms C=QHC, where C is m by p.
To compute a QR factorization with column pivoting, use F08BSF (ZGEQPF).
The real analogue of this routine is F08AEF (DGEQRF).

10  Example

This example solves the linear least squares problems
minimize Axi - bi 2 ,   i=1,2  
where b1 and b2 are the columns of the matrix B,
A = 0.96-0.81i -0.03+0.96i -0.91+2.06i -0.05+0.41i -0.98+1.98i -1.20+0.19i -0.66+0.42i -0.81+0.56i 0.62-0.46i 1.01+0.02i 0.63-0.17i -1.11+0.60i -0.37+0.38i 0.19-0.54i -0.98-0.36i 0.22-0.20i 0.83+0.51i 0.20+0.01i -0.17-0.46i 1.47+1.59i 1.08-0.28i 0.20-0.12i -0.07+1.23i 0.26+0.26i  
and
B = -1.54+0.76i 3.17-2.09i 0.12-1.92i -6.53+4.18i -9.08-4.31i 7.28+0.73i 7.49+3.65i 0.91-3.97i -5.63-2.12i -5.46-1.64i 2.37+8.03i -2.84-5.86i .  

10.1  Program Text

Program Text (f08asfe.f90)

10.2  Program Data

Program Data (f08asfe.d)

10.3  Program Results

Program Results (f08asfe.r)


F08ASF (ZGEQRF) (PDF version)
F08 Chapter Contents
F08 Chapter Introduction
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2016